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ORCIDMaría Dolores Martínez Miranda
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Journal Articles
- 2024
[j20]Maria Isabel Borrajo
, Wenceslao González-Manteiga, María Dolores Martínez Miranda:
Goodness-of-fit test for point processes first-order intensity. Comput. Stat. Data Anal. 194: 107929 (2024)- 2022
- [j19]María Luz Gámiz, Enno Mammen, María Dolores Martínez Miranda, Jens Perch Nielsen:
Missing link survival analysis with applications to available pandemic data. Comput. Stat. Data Anal. 169: 107405 (2022) - 2020
- [j18]Maria Isabel Borrajo, Wenceslao González-Manteiga, María Dolores Martínez Miranda:
Bootstrapping kernel intensity estimation for inhomogeneous point processes with spatial covariates. Comput. Stat. Data Anal. 144: 106875 (2020) - 2019
- [j17]María Luz Gámiz, María Dolores Martínez Miranda, Jens Perch Nielsen:
Multiplicative local linear hazard estimation and best one-sided cross-validation. J. Mach. Learn. Res. 20: 18:1-18:29 (2019) - [j16]María Luz Gámiz Pérez, Antonio Jesús López-Montoya, María Dolores Martínez Miranda, Rocío Raya-Miranda:
Data visualization for reliability analysis of repairable systems. Qual. Reliab. Eng. Int. 35(1): 99-115 (2019) - 2016
- [j15]Munir Hiabu, Carolin Margraf, María Dolores Martínez Miranda, Jens Perch Nielsen:
Cash flow generalisations of non-life insurance expert systems estimating outstanding liabilities. Expert Syst. Appl. 45: 400-409 (2016) - 2013
- [j14]María Luz Gámiz Pérez, María Dolores Martínez Miranda, Jens Perch Nielsen:
Smoothing survival densities in practice. Comput. Stat. Data Anal. 58: 368-382 (2013) - [j13]María Luz Gámiz Pérez, Lena Janys, María Dolores Martínez Miranda, Jens Perch Nielsen:
Bandwidth selection in marker dependent kernel hazard estimation. Comput. Stat. Data Anal. 68: 155-169 (2013) - [j12]María Dolores Martínez Miranda, Jens Perch Nielsen, Stefan Sperlich, Richard Verrall:
Continuous Chain Ladder: Reformulating and generalizing a classical insurance problem. Expert Syst. Appl. 40(14): 5588-5603 (2013) - [j11]Wenceslao González-Manteiga, María José Lombardía, María Dolores Martínez Miranda, Stefan Sperlich:
Kernel smoothers and bootstrapping for semiparametric mixed effects models. J. Multivar. Anal. 114: 288-302 (2013) - 2011
- [j10]Rocío Raya-Miranda, María Dolores Martínez Miranda:
Data-driven local bandwidth selection for additive models with missing data. Appl. Math. Comput. 217(24): 10328-10342 (2011) - 2010
- [j9]María Luz Gámiz, María Dolores Martínez Miranda:
Regression analysis of the structure function for reliability evaluation of continuous-state system. Reliab. Eng. Syst. Saf. 95(2): 134-142 (2010) - 2008
- [j8]Wenceslao González-Manteiga, María Dolores Martínez Miranda, Rocío Raya-Miranda:
SiZer Map for inference with additive models. Stat. Comput. 18(3): 297-312 (2008) - 2006
- [j7]I. Sánchez-Borrego, María Dolores Martínez Miranda, A. González Carmona:
Local linear kernel estimation of the discontinuous regression function. Comput. Stat. 21(3-4): 557-569 (2006) - [j6]María del Mar Rueda, María Dolores Martínez Miranda, Antonio Arcos:
Bootstrap confidence intervals for finite population quantiles in the presence of auxiliary information. Model. Assist. Stat. Appl. 1(4): 279-290 (2006) - 2005
- [j5]Antonio Arcos, María del Mar Rueda, María Dolores Martínez Miranda, Silvia González, Yolanda Román-Montoya:
Incorporating the auxiliary information available in variance estimation. Appl. Math. Comput. 160(2): 387-399 (2005) - [j4]María del Mar Rueda, Antonio Arcos, Sergio Martínez Puertas, María Dolores Martínez Miranda, Yolanda Román-Montoya, Sergio Martínez Puertas:
Ratio methods to the mean estimation with known quantiles. Appl. Math. Comput. 170(2): 1031-1044 (2005) - [j3]María Dolores Martínez Miranda, María del Mar Rueda García, Antonio Arcos Cebrián, Yolanda Román-Montoya, S. González-Aguilera:
Quantile estimation under successive sampling. Comput. Stat. 20(3): 385-399 (2005) - 2004
- [j2]María del Mar Rueda, Antonio Arcos, María Dolores Martínez Miranda, Yolanda Román-Montoya:
Some improved estimators of finite population quantile using auxiliary information in sample surveys. Comput. Stat. Data Anal. 45(4): 825-848 (2004) - [j1]Wenceslao González-Manteiga, María Dolores Martínez Miranda, Ana Pérez González:
The choice of smoothing parameter in nonparametric regression through Wild Bootstrap. Comput. Stat. Data Anal. 47(3): 487-515 (2004)
Coauthor Index
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